Re-factor numeraire curve key handling #73
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- Require context_key consistent with numeraire context key - Make behaviour consistent with bank_account method - update bermudan_swaption_leg method - update examples yaml and setup - update unittests and componenttests
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #73 +/- ##
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- Coverage 98.23% 98.20% -0.03%
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Files 70 70
Lines 3569 3572 +3
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+ Hits 3506 3508 +2
- Misses 63 64 +1 ☔ View full report in Codecov by Sentry. |
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This PR changes the behaviour of numeraire discount_curve_key handling.
The change is inteded to remove ambigous handling of curve keys. The new methodology requires the user to explicitely specify the discounting currency in AMC payoffs and for scenario calculation. If the specification is not consistent with the used context then an exception is thrown.